-76.0%
PCG vs PR
+109.1%
-185.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.5% |
| 7D | -13.9% | +2.9% | -16.8% | -14.1% |
| 30D | -16.9% | +18.0% | -34.9% | -17.8% |
| 3M | -14.7% | +16.9% | -31.6% | -15.7% |
| 6M | -23.8% | +28.2% | -52.0% | -25.3% |
| YTD | -10.5% | +69.3% | -79.8% | -13.9% |
| 1Y | -5.1% | +69.5% | -74.6% | -8.8% |
| 3Y | -11.6% | +81.7% | -93.3% | -16.1% |
| 5Y | +59.0% | +422.2% | -363.2% | +39.9% |
| All | -76.0% | +109.1% | -185.0% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling